+402.8%
NVT vs ATI
+1,021.8%
-619.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.5% | -0.6% |
| 7D | +2.0% | -2.7% | +4.7% | +3.2% |
| 30D | -7.2% | -13.5% | +6.3% | -1.3% |
| 3M | -0.9% | +8.5% | -9.4% | -4.0% |
| 6M | +42.6% | +25.2% | +17.4% | +30.1% |
| YTD | +52.9% | +73.4% | -20.5% | +23.2% |
| 1Y | +64.5% | +160.5% | -96.0% | +13.1% |
| 3Y | +178.0% | +347.3% | -169.3% | +52.3% |
| 5Y | +402.8% | +1,049.0% | -646.2% | +101.7% |
| All | +402.8% | +1,021.8% | -619.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling